Simple Robust Testing of Hypotheses in Nonlinear Models

DOI10.1198/016214501753209068MaRDI QIDQ4468313zbMATH OpenOpenAlexFDO

Authors Helle Bunzel, Nicholas M. Kiefer, Timothy J. Vogelsang

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214501753209068

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Simple Robust Testing of Regression Hypotheses
• Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
• Robust tests in nonlinear regression models
• ROBUST TEST BASED ON NONLINEAR REGRESSION QUANTILE ESTIMATORS
• A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM

Cited in

(20)

• A robust test for non-nested hypotheses
• Robust tests in nonlinear regression models
• A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
• Improving the bandwidth-free inference methods by prewhitening
• Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
• Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
• Semi-strong linearity testing in linear models with dependent but uncorrelated errors
• A geometric approach to nonlinear econometric models
• A nonstandard empirical likelihood for time series
• \(M\) tests with a new normalization matrix
• Simple Robust Testing of Regression Hypotheses
• HAC robust trend comparisons among climate series with possible level shifts
• Generalized \(C(\alpha)\) tests for estimating functions with serial dependence
• A self-normalizing approach to the specification test of mixed-frequency models
• ROBUST TEST BASED ON NONLINEAR REGRESSION QUANTILE ESTIMATORS
• Finite sample properties of tests based on prewhitened nonparametric covariance estimators
• Robust testing for explosive behavior with strongly dependent errors

This page was built for publication: Simple Robust Testing of Hypotheses in Nonlinear Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4468313)